quantlab.model.predefined.seed_ensemble#
Seed ensembles: one model config trained under several random seeds.
SeedEnsemble(model, seeds) builds one member per seed, each a new
instance of the model’s class on the model’s config with random_seed
replaced. The members read the same data, so they share one collected panel
and one feature request per prediction window; their predictions are
averaged after a per-bar cross-sectional z-score (average_predictions).
The ensemble satisfies the backtester’s Predictor protocol, so it is
backtested, loaded and rebuilt from a run’s config.json like a single
model.
Classes
An ensemble of one model trained under several random seeds. |
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